All monthly entries on one page

Hello,

I’m trying to figure out how I can list all my posts for each month on one page, rather than just a single entry. I would like to put my latest post on my home page and when it is clicked on have it take you to the ‘single.php’ page which contains all the posts from that month in order of latest first.

Can anyone give me a few pointers as to how best to go about this?

Many thanks.